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Unformatted text preview: coin iF the proportion oF heads is to lie within 0.05 oF p with probability at least 0.9? 4. Question 9, Page 110 Amemiya Suppose { X i } are i.i.d. with E [ X ] = 0 and V [ X ] = σ 2 < ∞ . (a) Obtain plim n →∞ n − 1 n X i =1 ( X i + X i +1 ) . (2) 1 (b) Obtain the limit distribution of n − 1 / 2 n X i =1 ( X i + X i +1 ) . (3) 2...
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This note was uploaded on 07/15/2011 for the course AEB 6180 taught by Professor Staff during the Spring '10 term at University of Florida.
 Spring '10
 Staff

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